+487.8%
NTAP vs ESI
+197.1%
+290.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.1% | +2.5% |
| 7D | -5.0% | -3.5% | -1.5% | -3.8% |
| 30D | -25.8% | -9.3% | -16.5% | -23.4% |
| 3M | -6.9% | -12.8% | +5.9% | -2.9% |
| 6M | +50.0% | -24.6% | +74.6% | +61.9% |
| YTD | +66.9% | +32.7% | +34.2% | +49.1% |
| 1Y | +58.3% | +20.3% | +38.0% | +45.6% |
| 3Y | +145.1% | +80.2% | +64.9% | +97.4% |
| 5Y | +114.2% | +40.0% | +74.3% | +82.8% |
| 10Y | +576.6% | +310.8% | +265.8% | +331.9% |
| All | +487.8% | +197.1% | +290.7% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling